Robust test statistics for o ne-Way Munlivariate Analysis of Variance (MANOVA) model : simulation study
Other Title(s)
إحصاءات الاختبار الحصينة لنموذج تحليل التباين المتعدد المتغيرات ذي العامل الواحد : دراسة المحاكاة
Joint Authors
Amin, Abd Allah Abd al-Qadir
Ubayd, Ali Shallakah
Source
Issue
Vol. 36, Issue 1A (30 Jun. 2018), pp.73-97, 25 p.
Publisher
University of Basrah College of Science
Publication Date
2018-06-30
Country of Publication
Iraq
No. of Pages
25
Main Subjects
Abstract EN
One-way multivariate analysis of variance (MANOVA) deals with testing the null hypothesis of equal mean vectors of two or more multivariate normal populations.
The classical Wilks', Roy’s, Pillai’s, and Lawley-Hotelling statistics are used and well-known for testing the hypotheses in one-way MANOVA which are extremely sensitive to the influence of outliers.
In this study the robust test statistics based on reweighted minimum covariance determinant (RMCD) estimator with Hampel weighted function have been proposed.
Also, the approximate distributions for the robust test statistics have been constructed which are related directly with weights.
The distributions of the proposed statistics differ from the classical one.
Monte Carlo simulations are used to evaluate the performance of the test statistics under various distributions in terms of the simulated significance levels, its power functions and robustness.
The powers of the robust and classical statistics are compared using size-power curves.
The results show that, the robust test statistics are close to the classical test statistics in case of normal distribution for the data set.
In the case of contaminated distribution, the P-value plots and size-power curves clearly show the advantage of the proposed robust test statistics over the classical statistics.
American Psychological Association (APA)
Ubayd, Ali Shallakah& Amin, Abd Allah Abd al-Qadir. 2018. Robust test statistics for o ne-Way Munlivariate Analysis of Variance (MANOVA) model : simulation study. Basrah Journal of Science،Vol. 36, no. 1A, pp.73-97.
https://search.emarefa.net/detail/BIM-904405
Modern Language Association (MLA)
Ubayd, Ali Shallakah& Amin, Abd Allah Abd al-Qadir. Robust test statistics for o ne-Way Munlivariate Analysis of Variance (MANOVA) model : simulation study. Basrah Journal of Science Vol. 36, no. 1A (2018), pp.73-97.
https://search.emarefa.net/detail/BIM-904405
American Medical Association (AMA)
Ubayd, Ali Shallakah& Amin, Abd Allah Abd al-Qadir. Robust test statistics for o ne-Way Munlivariate Analysis of Variance (MANOVA) model : simulation study. Basrah Journal of Science. 2018. Vol. 36, no. 1A, pp.73-97.
https://search.emarefa.net/detail/BIM-904405
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 95-96
Record ID
BIM-904405